-20.3%
USAR vs M
+158.0%
-178.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.1% |
| 7D | -0.8% | +7.0% | -7.8% | -0.8% |
| 30D | -20.9% | +8.9% | -29.8% | -20.8% |
| 3M | -56.2% | +4.5% | -60.6% | -56.2% |
| 6M | -67.9% | +36.2% | -104.1% | -67.4% |
| YTD | -31.4% | +15.1% | -46.6% | -31.3% |
| 1Y | -45.1% | +27.4% | -72.5% | -44.4% |
| 3Y | -20.3% | +160.1% | -180.5% | -12.6% |
| All | -20.3% | +158.0% | -178.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling